Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case (Q880381): Difference between revisions
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scientific article
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English | Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case |
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Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case (English)
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15 May 2007
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nonlinear stochastic systems
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\(H_{2}/H_{\infty }\) control
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Hamilton-Jacobi equation
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generalized differential Riccati equation
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